+194.0%
STT vs VFC
-48.6%
+242.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -1.2% |
| 7D | +4.8% | +1.6% | +3.1% | +4.2% |
| 30D | +3.9% | +25.5% | -21.6% | -3.6% |
| 3M | -8.2% | +41.3% | -49.4% | -18.4% |
| 6M | +15.6% | +22.2% | -6.6% | +6.2% |
| YTD | +37.6% | +16.4% | +21.2% | +27.4% |
| 1Y | +50.1% | +38.4% | +11.7% | +30.4% |
| 3Y | +183.1% | +56.2% | +126.8% | +94.4% |
| 5Y | +104.8% | -68.2% | +173.0% | +206.7% |
| All | +194.0% | -48.6% | +242.6% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling